ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
813.5 |
798.7 |
-14.8 |
-1.8% |
822.0 |
| High |
819.4 |
807.2 |
-12.2 |
-1.5% |
837.8 |
| Low |
792.9 |
789.3 |
-3.6 |
-0.5% |
818.3 |
| Close |
797.7 |
802.7 |
5.0 |
0.6% |
834.3 |
| Range |
26.5 |
17.9 |
-8.6 |
-32.5% |
19.5 |
| ATR |
13.2 |
13.5 |
0.3 |
2.6% |
0.0 |
| Volume |
192,971 |
179,430 |
-13,541 |
-7.0% |
437,937 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853.5 |
846.0 |
812.5 |
|
| R3 |
835.5 |
828.0 |
807.5 |
|
| R2 |
817.8 |
817.8 |
806.0 |
|
| R1 |
810.3 |
810.3 |
804.3 |
814.0 |
| PP |
799.8 |
799.8 |
799.8 |
801.5 |
| S1 |
792.3 |
792.3 |
801.0 |
796.0 |
| S2 |
781.8 |
781.8 |
799.5 |
|
| S3 |
764.0 |
774.3 |
797.8 |
|
| S4 |
746.0 |
756.5 |
792.8 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888.8 |
881.0 |
845.0 |
|
| R3 |
869.3 |
861.5 |
839.8 |
|
| R2 |
849.8 |
849.8 |
838.0 |
|
| R1 |
842.0 |
842.0 |
836.0 |
845.8 |
| PP |
830.3 |
830.3 |
830.3 |
832.0 |
| S1 |
822.5 |
822.5 |
832.5 |
826.3 |
| S2 |
810.8 |
810.8 |
830.8 |
|
| S3 |
791.3 |
803.0 |
829.0 |
|
| S4 |
771.8 |
783.5 |
823.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
837.8 |
789.3 |
48.5 |
6.0% |
16.5 |
2.0% |
28% |
False |
True |
110,758 |
| 10 |
837.8 |
789.3 |
48.5 |
6.0% |
13.0 |
1.6% |
28% |
False |
True |
103,228 |
| 20 |
837.8 |
767.5 |
70.3 |
8.8% |
13.0 |
1.6% |
50% |
False |
False |
110,568 |
| 40 |
837.8 |
767.5 |
70.3 |
8.8% |
13.0 |
1.6% |
50% |
False |
False |
109,337 |
| 60 |
837.8 |
718.2 |
119.6 |
14.9% |
12.0 |
1.5% |
71% |
False |
False |
96,216 |
| 80 |
837.8 |
697.7 |
140.1 |
17.5% |
11.3 |
1.4% |
75% |
False |
False |
72,275 |
| 100 |
837.8 |
667.4 |
170.4 |
21.2% |
10.5 |
1.3% |
79% |
False |
False |
57,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
883.3 |
|
2.618 |
854.0 |
|
1.618 |
836.3 |
|
1.000 |
825.0 |
|
0.618 |
818.3 |
|
HIGH |
807.3 |
|
0.618 |
800.3 |
|
0.500 |
798.3 |
|
0.382 |
796.3 |
|
LOW |
789.3 |
|
0.618 |
778.3 |
|
1.000 |
771.5 |
|
1.618 |
760.3 |
|
2.618 |
742.5 |
|
4.250 |
713.3 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
801.3 |
809.8 |
| PP |
799.8 |
807.5 |
| S1 |
798.3 |
805.0 |
|